Suppose that the index model for stocks A and B is estimated from excess returns with the following results: Ra = 3% + 0.7 R_M + e_A R_B = -2% + 1.2 R_m + e_B sigma_M = 20%. R-square_A = 0.20: R-square_B = 0.12 What are the covariance and correlation coefficient between the two stocks? (Do not round intermediate calculations. Calculate using numbers in decimal form, not percentages. Round your answers to 4 decimal places.)